| Trading Metrics calculated at close of trading on 13-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2017 |
13-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
12,459.5 |
12,652.0 |
192.5 |
1.5% |
12,405.0 |
| High |
12,649.0 |
12,672.0 |
23.0 |
0.2% |
12,492.0 |
| Low |
12,445.0 |
12,605.0 |
160.0 |
1.3% |
12,306.5 |
| Close |
12,630.0 |
12,623.5 |
-6.5 |
-0.1% |
12,367.0 |
| Range |
204.0 |
67.0 |
-137.0 |
-67.2% |
185.5 |
| ATR |
145.9 |
140.3 |
-5.6 |
-3.9% |
0.0 |
| Volume |
58,083 |
59,074 |
991 |
1.7% |
272,562 |
|
| Daily Pivots for day following 13-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,834.5 |
12,796.0 |
12,660.4 |
|
| R3 |
12,767.5 |
12,729.0 |
12,641.9 |
|
| R2 |
12,700.5 |
12,700.5 |
12,635.8 |
|
| R1 |
12,662.0 |
12,662.0 |
12,629.6 |
12,647.8 |
| PP |
12,633.5 |
12,633.5 |
12,633.5 |
12,626.4 |
| S1 |
12,595.0 |
12,595.0 |
12,617.4 |
12,580.8 |
| S2 |
12,566.5 |
12,566.5 |
12,611.2 |
|
| S3 |
12,499.5 |
12,528.0 |
12,605.1 |
|
| S4 |
12,432.5 |
12,461.0 |
12,586.7 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,945.0 |
12,841.5 |
12,469.0 |
|
| R3 |
12,759.5 |
12,656.0 |
12,418.0 |
|
| R2 |
12,574.0 |
12,574.0 |
12,401.0 |
|
| R1 |
12,470.5 |
12,470.5 |
12,384.0 |
12,429.5 |
| PP |
12,388.5 |
12,388.5 |
12,388.5 |
12,368.0 |
| S1 |
12,285.0 |
12,285.0 |
12,350.0 |
12,244.0 |
| S2 |
12,203.0 |
12,203.0 |
12,333.0 |
|
| S3 |
12,017.5 |
12,099.5 |
12,316.0 |
|
| S4 |
11,832.0 |
11,914.0 |
12,265.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,672.0 |
12,328.0 |
344.0 |
2.7% |
114.5 |
0.9% |
86% |
True |
False |
67,626 |
| 10 |
12,730.0 |
12,303.0 |
427.0 |
3.4% |
148.7 |
1.2% |
75% |
False |
False |
72,307 |
| 20 |
12,948.5 |
12,303.0 |
645.5 |
5.1% |
139.7 |
1.1% |
50% |
False |
False |
77,083 |
| 40 |
12,948.5 |
12,303.0 |
645.5 |
5.1% |
117.6 |
0.9% |
50% |
False |
False |
45,469 |
| 60 |
12,948.5 |
11,965.0 |
983.5 |
7.8% |
113.6 |
0.9% |
67% |
False |
False |
30,395 |
| 80 |
12,948.5 |
11,870.0 |
1,078.5 |
8.5% |
112.1 |
0.9% |
70% |
False |
False |
22,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,956.8 |
|
2.618 |
12,847.4 |
|
1.618 |
12,780.4 |
|
1.000 |
12,739.0 |
|
0.618 |
12,713.4 |
|
HIGH |
12,672.0 |
|
0.618 |
12,646.4 |
|
0.500 |
12,638.5 |
|
0.382 |
12,630.6 |
|
LOW |
12,605.0 |
|
0.618 |
12,563.6 |
|
1.000 |
12,538.0 |
|
1.618 |
12,496.6 |
|
2.618 |
12,429.6 |
|
4.250 |
12,320.3 |
|
|
| Fisher Pivots for day following 13-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,638.5 |
12,595.3 |
| PP |
12,633.5 |
12,567.2 |
| S1 |
12,628.5 |
12,539.0 |
|